Hi Martin1234,
Stick to your original plan, complete your exams with the Swedish CAA, then contact your UK CAA and tell them that you want to complete your studies according to JAR-FCL 1.065. They will know what you are talking about.
Regarding you idea to take the course with the Swedish school and take the exams with the UK CAA, you might find yourself figuring out for the CAA of the both countries the differences in emphases regarding the study material. You don't want that role. Your worst case scenario analysis might be something to look at if you run in to any trouble, but then again you will find out the differences between Swedish and UK study material. (Note: the emphases will be reflected in the questions of each countries question bank).
You say that the UK CAA has much to learn and you are probably right, but having dealt with the Icelandic CAA, I know that you are in good hands when in UK.
deTrix